1234 search results for "Excel"

Working with data frames

January 5, 2012
By

R, just like other programming languages, has different types of objects. Matrices, arrays, data.frames, lists, vectors, tables, etc. But by far the most important for working with baseball data is going to be dataframes.I'm not sure of the level of ex...

Read more »

Lesson 1: Overview of R Language & CloudStat School

January 2, 2012
By
Lesson 1: Overview of R Language & CloudStat School

This is the first lesson of CloudStat School, Lesson 1: Overview of R Language & CloudStat School. The objective of this lesson is introducing R Language and how you can be a R programmer or a data analyst through CloudStat School. At the end of this l...

Read more »

R resources

January 2, 2012
By

Earlier we spoke about PITCHfx resources, and now we will learn about R resources. Well, what is R? Straight from wikipedia:R is a programming language and software environment for statistical computing and graphics. The R lang...

Read more »

Example

January 2, 2012
By
Example

Here is a little example of what I do. While learning R isn't easy, it can be very powerful and efficient once you get your feet wet. I intend for this example to whet  your appetite. This should take you less than 20 minutes. By the end, you will...

Read more »

How much is a shower?

December 29, 2011
By
How much is a shower?

After looking at my heating expenses, I turned to the costs for water heating. For some time, I looked at my water meter before and after taking a shower or a bath. Quite often, I forgot one or the other measurement, but I collected about 40 observations. Here is what they look like:The data suggest that for a...

Read more »

Fed Loan Data Part 1

December 27, 2011
By
Fed Loan Data Part 1

This is the start of analyzing the Federal Reserve and Banking data mentioned in my "A Christmas Miracle". The file is a combination of summary data and actual data from each of the 400+ banks that recieved funds from the Federal Reserve during 2007-20...

Read more »

Legislative Activity in the Danish Parliament

December 22, 2011
By
Legislative Activity in the Danish Parliament

As mentioned in this post, I have been using the powerful combination of the Beautiful Soup and Mechanize modules in Python to build a web scrapers. The amount of data on the web is amazing, and I believe that any quantitatively oriented social scienti...

Read more »

Simulating Confidence Intervals

December 20, 2011
By
Simulating Confidence Intervals

As I am finishing up my thesis I have recently been plotting effects from many models. An important aspect of this is to show the uncertainty surrounding different estimates and effects. Following a paper by Gary King, Michael Tomz and Jason Wittenberg...

Read more »

December 2011 issue of the R Journal: An overview

December 20, 2011
By
December 2011 issue of the R Journal: An overview

The December 2011 issue of the R Journal is now available for download. Three times a year, the open-access journal of the R project publishes peer-reviewed articles on research and applications of R and R packages. As of the latest issue, all articles are published under a Creative Commons license, making them accessible for translation, academic and commercial uses...

Read more »

Rotational Trading Strategies: borrowing ideas from Engineering Returns

December 19, 2011
By
Rotational Trading Strategies: borrowing ideas from Engineering Returns

Frank Hassler at Engineering Returns blog wrote an excellent article Rotational Trading: how to reduce trades and improve returns. The article presents four methods to reduce trades: Trade less frequently. I.e. weekly instead of daily rebalancing. Different criteria for enter / exit a trade. Smooth the rank over the last couple of bars. Combination of

Read more »